It should work if you duplicate the copy you downloaded (all files) and then run both exes.
You can double-click to toggle fullscreen/windowed, by the way (there will be a pause menu with this option soon).
Edit: Ah I just realized that you won't be able to put both copies into fullscreen or change the windowed resolution, and their windowed size is pretty small :\ Sorry. Windowed resolution options is on my list to add someday. Although for this particular situation, all copies would use the same windowed resolution because they'd all use the same preference file.